It's all about efficiency
I buy stuff I see advertised - we all do.
I also see many adverts for many products I have absolutely no interest in buying.
These adverts cost the seller money, which was wasted when I didn't buy, and that cost is carried by people who did see the advert and did buy the product (and annoyed the arse off me, if I didn't block it).
It's not an internet thing - think of all those supermarket adverts you sat through, for the supermarket you've not get foot in ever, nor have any intention of ever doing so (I am not going to Tesco, Somerfield, Asda - I don't even have one in my town). I am not buying perfume as a Christmas gift, and I don't want a cheap-ass scented candle to cover the smell of my filth etc.
In an ideal world every advert I see would be something I want to buy, and if I might want to buy anything, I wouldn't see an advert. ANYTHING that takes me from where we are now towards this 'goal' saves waste, could potentially benefit me, the seller and whoever's sitting in the middle skimming off a percentage.
To get towards this paradigm of market efficiency, data has to be shared. What people are selling, and what I might want to buy. Google and their ilk gives this to me for FREE, without any commitment on my side AND I get a fancy mobile OS, browser, email, mapping etc etc etc.
It's not that I don't value my information, it's that I'm enabled to trade it for services that provide me with greater value.
Only time I ever got slightly freaked out with analytics, was when I bought a diamond for an engagement ring. It's clearly a smaller, higher value market, so I spent a month with gem references hiding in the corners of pretty much every web-page I visited.